+211.6%
HAS vs SPYG
+92.9%
+118.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.1% |
| 30D | +29.6% | -8.4% | +38.0% | +35.1% |
| 3M | +30.3% | -6.2% | +36.5% | +34.1% |
| 6M | +25.6% | -1.8% | +27.4% | +25.6% |
| YTD | +50.8% | +8.4% | +42.4% | +42.0% |
| 1Y | +63.0% | +10.1% | +53.0% | +52.0% |
| 3Y | +211.6% | +94.9% | +116.6% | +91.2% |
| All | +211.6% | +92.9% | +118.6% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling